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TPTBusiness
60 lines
2.1 KiB
Python
60 lines
2.1 KiB
Python
"""Batch 5: runtime verifier edge cases, factor loader, save strategy."""
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from __future__ import annotations
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import sys, json
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from pathlib import Path
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import numpy as np, pandas as pd, pytest
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PROJECT_ROOT = Path(__file__).parent.parent.parent
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sys.path.insert(0, str(PROJECT_ROOT))
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class TestRuntimeVerifierMissesNothing:
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def test_all_keys_missing_detected(self):
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from rdagent.components.backtesting.verify import verify_backtest_result
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assert len(verify_backtest_result({})) > 0
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def test_partial_keys_missing(self):
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from rdagent.components.backtesting.verify import verify_backtest_result
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w = verify_backtest_result({"sharpe": 1.0, "max_drawdown": -0.1})
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assert len(w) > 0
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def test_zero_sharpe_accepted(self):
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from rdagent.components.backtesting.verify import verify_backtest_result
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result = {
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"sharpe": 0.0, "max_drawdown": -0.15, "win_rate": 0.5,
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"total_return": 0.0, "annual_return_pct": 0.0,
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"monthly_return_pct": 0.0, "n_trades": 10, "status": "success",
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}
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assert verify_backtest_result(result) == []
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class TestSaveStrategyJson:
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def test_save_creates_file(self, tmp_path):
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import json
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(tmp_path / "factors").mkdir()
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data = {"strategy_name": "test", "status": "accepted", "sharpe_ratio": 1.0}
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json_path = tmp_path / "test.json"
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json_path.write_text(json.dumps(data))
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assert json_path.exists()
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loaded = json.loads(json_path.read_text())
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assert loaded["strategy_name"] == "test"
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class TestFactorValuesIntegration:
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def test_factor_values_parquet_exists(self):
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vdir = Path("results/factors/values")
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if vdir.exists():
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count = len(list(vdir.glob("*.parquet")))
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assert count > 0
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def test_factor_json_valid(self):
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d = Path("results/factors")
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if d.exists():
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for f in list(d.glob("*.json"))[:5]:
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try:
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data = json.loads(f.read_text())
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assert "factor_name" in data
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except Exception:
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pass
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